By Jon Hill, Former MD, Global Model Risk Governance, Credit Suisse.
Ahead of the upcoming Model Risk Management Congress taking place on September 27-28 in Boston, Jon Hill, Former MD, Global Model Risk Governance, Credit Suisse has released his PDF presentation from the 2018 Risk Americas Convention. These slides go in depth into:
- What is inventory risk?
- What types of questions about model usage and inventory are difficult to answers with today’s database inventories?
- How could these questions be answered accurately?
- Description of the necessary functionality to support a Model Transponder Function?
- A two-step phased implementation approach can minimise disruption and production overhead.
- Summary: Pros and Cons
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